Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394261.3388 | 388436.0151 | 5825.3237 | 1126.4593 | -13324.8024 | 14451.2616 |
Total P&L (%) | 394.2613 | 388.436 | 5.8253 | 1.1265 | -13.3248 | 14.4513 |
Avg Daily Profit (%) | 0.1716 | 0.1691 | 0.0025 | 0.0005 | -0.0062 | 0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171913 | -164735 | -35546 | -373543 | -359298 | -22824 |
Profit Factor | 2.0346 | 2.2869 | 1.0735 | 1.0021 | 0.9718 | 1.2486 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 45.1613 | 53.125 | 49.2063 | 45.1613 | 53.125 |
Ratio Avg Win / Avg Loss | 2.1002 | 2.7769 | 0.9472 | 1.0345 | 1.18 | 1.1017 |
Largest Winning Trade | 252642 | 252642 | 30537 | 172383 | 172383 | 29584 |
Largest Losing Trade | -70609 | -70609 | -25546 | -282485 | -282485 | -15297 |
Avg Bars in Trades | 100 | 195 | 9 | 100 | 195 | 9 |
Avg Bars in Winners | 86 | 181 | 8 | 86 | 181 | 8 |
Avg Bars in Losers | 114 | 206 | 9 | 114 | 206 | 9 |
Bars Traded | 6344 | 6047 | 297 | 6344 | 6047 | 297 |
Profit Streak | 52.6112 | 137.6112 | 52.6112 | 52.6112 | 137.6112 | 52.6112 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138588 | 403359 | -494884 | -725957 | -579617 | -210858 |
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 4, "offset": 131 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6891, "evaluation_days": 2297, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567238400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759617611182, "expiration_time": 1765547424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 4, "offset": 131 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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